Concept

Nash equilibrium

Related publications (238)

A rational decentralized generalized Nash equilibrium seeking for energy markets

Matteo Salani, Lorenzo Nespoli, Vasco Medici

We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to IR constraints, ...

IEEE2018

Congestion and departure time choice equilibrium in urban road networks

Raphael Ali Francis Lamotte

When drivers are regularly faced with congestion, they try to optimize their departure time. If the demand and the road network evolve slowly enough, the entire system may approach an equilibrium, i.e. a state such that no one can be better off by unilater ...

EPFL2018

Edge states control droplet breakup in subcritical extensional flows

François Gallaire, Tobias Schneider, Giacomo Gallino

A fluid droplet suspended in an extensional flow of moderate intensity may break into pieces, depending on the amplitude of the initial droplet deformation. In subcritical uniaxial extensional flow the nonbreaking base state is linearly stable, implying th ...

2018

Wasserstein Distributionally Robust Kalman Filtering

Daniel Kuhn, Viet Anh Nguyen, Soroosh Shafieezadeh Abadeh, Peyman Mohajerin Esfahani

We study a distributionally robust mean square error estimation problem over a nonconvex Wasserstein ambiguity set containing only normal distributions. We show that the optimal estimator and the least favorable distribution form a Nash equilibrium. Despit ...

2018

Activism, Strategic Trading, and Liquidity

Pierre Collin Dufresne, Tao Li

We analyze dynamic trading by an activist investor who can expend costly effort to affect firm value. We obtain the equilibrium in closed form for a general activism technology, including both binary and continuous outcomes. Variation in parameters can pro ...

2018

Distributed Learning for Stochastic Generalized Nash Equilibrium Problems

Ali H. Sayed

This paper examines a stochastic formulation of the generalized Nash equilibrium problem where agents are subject to randomness in the environment of unknown statistical distribution. We focus on fully distributed online learning by agents and employ penal ...

IEEE2017

Game theoretic analysis of electricity market auction mechanisms

Maryam Kamgarpour, Orcun Karaca

We consider two prominent mechanisms for the electricity market; the pay-as-bid mechanism, currently applied in certain control reserve markets, and the proposed Vickrey- Clarke-Groves mechanism, an established auction mechanism used in advertising and spe ...

IEEE2017

Payoff-Based Approach to Learning Nash Equilibria in Convex Games * *This research is partially supported by M. Kamgarpour’s European Union ERC Starting Grant, CONENE.

Maryam Kamgarpour

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents’ actions belong to a compact convex Euclidean space and the agents’ cost functions are coupled. We propose a distributed payoff-based algor ...

2017

Constraint-Driven Design with Combinatorial Equilibrium Modelling

Corentin Jean Dominique Fivet, Pierluigi D'Acunto

This paper presents an extension to the Combinatorial Equilibrium Modelling (CEM) design framework. So far, CEM gives the possibility to generate and explore multiple spatial equilibrium solutions in the early conceptual design phase. In addition to the fo ...

2017

Overview of the RFX-mod fusion science activity

Yi Zhang, Wilfred Anthony Cooper, Federico Alberto Alfredo Felici, Nicola Vianello, Matteo Vallar, Leonardo Pigatto, Elena Gaio, Alberto Ferro

This paper reports the main recent results of the RFX-mod fusion science activity. The RFX-mod device is characterized by a unique flexibility in terms of accessible magnetic configurations. Axisymmetric and helically shaped reversed-field pinch equilibria ...

Iop Publishing Ltd2017

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.